+324.0%
SGI vs ACI
+18.9%
+305.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | +0.6% | -5.0% | +5.7% | +1.3% |
| 30D | +5.5% | -2.3% | +7.8% | +5.9% |
| 3M | -3.6% | -23.2% | +19.6% | -0.5% |
| 6M | -15.0% | -29.5% | +14.5% | -11.5% |
| YTD | -23.0% | -28.6% | +5.6% | -20.1% |
| 1Y | -18.4% | -34.0% | +15.6% | -14.4% |
| 3Y | +57.8% | -45.0% | +102.7% | +69.6% |
| 5Y | +51.5% | -44.0% | +95.5% | +59.7% |
| All | +324.0% | +18.9% | +305.1% | +300.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling